CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 1.5576 1.5510 -0.0066 -0.4% 1.5715
High 1.5599 1.5548 -0.0051 -0.3% 1.5776
Low 1.5476 1.5495 0.0019 0.1% 1.5536
Close 1.5510 1.5544 0.0034 0.2% 1.5624
Range 0.0123 0.0053 -0.0070 -56.9% 0.0240
ATR 0.0114 0.0110 -0.0004 -3.8% 0.0000
Volume 62,671 26,151 -36,520 -58.3% 490,569
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5688 1.5669 1.5573
R3 1.5635 1.5616 1.5559
R2 1.5582 1.5582 1.5554
R1 1.5563 1.5563 1.5549 1.5573
PP 1.5529 1.5529 1.5529 1.5534
S1 1.5510 1.5510 1.5539 1.5520
S2 1.5476 1.5476 1.5534
S3 1.5423 1.5457 1.5529
S4 1.5370 1.5404 1.5515
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6365 1.6235 1.5756
R3 1.6125 1.5995 1.5690
R2 1.5885 1.5885 1.5668
R1 1.5755 1.5755 1.5646 1.5700
PP 1.5645 1.5645 1.5645 1.5618
S1 1.5515 1.5515 1.5602 1.5460
S2 1.5405 1.5405 1.5580
S3 1.5165 1.5275 1.5558
S4 1.4925 1.5035 1.5492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5673 1.5476 0.0197 1.3% 0.0095 0.6% 35% False False 56,675
10 1.5776 1.5476 0.0300 1.9% 0.0116 0.7% 23% False False 76,472
20 1.5813 1.5476 0.0337 2.2% 0.0119 0.8% 20% False False 46,597
40 1.6129 1.5476 0.0653 4.2% 0.0107 0.7% 10% False False 23,449
60 1.6224 1.5476 0.0748 4.8% 0.0103 0.7% 9% False False 15,668
80 1.6494 1.5476 0.1018 6.5% 0.0092 0.6% 7% False False 11,760
100 1.6831 1.5476 0.1355 8.7% 0.0074 0.5% 5% False False 9,412
120 1.7108 1.5476 0.1632 10.5% 0.0062 0.4% 4% False False 7,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5773
2.618 1.5687
1.618 1.5634
1.000 1.5601
0.618 1.5581
HIGH 1.5548
0.618 1.5528
0.500 1.5522
0.382 1.5515
LOW 1.5495
0.618 1.5462
1.000 1.5442
1.618 1.5409
2.618 1.5356
4.250 1.5270
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 1.5537 1.5566
PP 1.5529 1.5559
S1 1.5522 1.5551

These figures are updated between 7pm and 10pm EST after a trading day.

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